Create a VMware Remote Console shortcut

Run the following command from a cmd window.

"C:\Program Files (x86)\VMware\VMware Remote Console\vmrc.exe" vmrc://USER@SERVER/?moid=VMID

Replace USER, SERVER, VMID with your details, where SERVER is the esxi server and VMID is the moid of the VM.
You can find the VMID by clicking on the VM name in ESXI Web client and see the URL param /vm/{id}